A bound on the Wasserstein-2 distance between linear combinations of independent random variables (Q2000150): Difference between revisions
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Revision as of 05:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bound on the Wasserstein-2 distance between linear combinations of independent random variables |
scientific article |
Statements
A bound on the Wasserstein-2 distance between linear combinations of independent random variables (English)
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28 June 2019
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second Wiener chaos
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variance-gamma distribution
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Wasserstein-2 distance
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Malliavin calculus
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Stein discrepancy
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